The problem of hazard rate estimation under right-censored assumption has been investigated extensively.Integrated square error(ISE)of estimation is one of the most widely accepted measurements of the global performan...The problem of hazard rate estimation under right-censored assumption has been investigated extensively.Integrated square error(ISE)of estimation is one of the most widely accepted measurements of the global performance for nonparametric kernel estimation.But there are no results available for ISE of hazard rate estimation under right-censored model with censoring indicators missing at random(MAR)so far.This paper constructs an imputation estimator of the hazard rate function and establish asymptotic normality of the ISE for the kernel hazard rate estimator with censoring indicators MAR.At the same time,an asymptotic representation of the mean integrated square error(MISE)is also presented.The finite sample behavior of the estimator is investigated via one simple simulation.展开更多
基金the China Postdoctoral Science Foundation under Grant No.2019M651422the National Natural Science Foundation of China under Grant Nos.71701127,11831008 and 11971171+3 种基金the National Social Science Foundation Key Program under Grant No.17ZDA091the 111 Project of China under Grant No.B14019the Natural Science Foundation of Shanghai under Grant Nos.17ZR1409000 and 20ZR1423000the Project of Humanities and Social Science Foundation of Ministry of Education under Grant No.20YJC910003。
文摘The problem of hazard rate estimation under right-censored assumption has been investigated extensively.Integrated square error(ISE)of estimation is one of the most widely accepted measurements of the global performance for nonparametric kernel estimation.But there are no results available for ISE of hazard rate estimation under right-censored model with censoring indicators missing at random(MAR)so far.This paper constructs an imputation estimator of the hazard rate function and establish asymptotic normality of the ISE for the kernel hazard rate estimator with censoring indicators MAR.At the same time,an asymptotic representation of the mean integrated square error(MISE)is also presented.The finite sample behavior of the estimator is investigated via one simple simulation.
